Make the pesto: Place the almonds and garlic in a food processor. Pulse to roughly chop. Add the basil, lemon zest and parmigiano and pulse to combine. Add the olive oil and 1/2 teaspoon salt and puree until a smooth paste forms.
Make the sandwich: Open the loaf of bread and pull out some of the excess bread from the inside, leaving a slightly hollowed-out loaf. Spread the pesto evenly over the inside of the bread. Layer the coppa, finocchiona and mozzarella on the bottom half of the bread. Toss together the arugula, fennel, lemon juice and olive oil in a small bowl. Place the salad on top of the meats and cheese. Top with the remaining half of the bread and press together. Wrap the sandwich tightly in plastic wrap. Refrigerate at least 1 hour or overnight before slicing and serving.